#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Times;
using Cephei.QL.Math;
namespace Cephei.QL.Termstructures.Volatility.Equityfx
{
    /// <summary> 
	/// ! This class calculates time/strike dependent Black volatilities using as input a matrix of Black volatilities observed in the market.  The calculation is performed interpolating on the variance surface.  Bilinear interpolation is used as default; this can be changed by the setInterpolation() method.  \todo check time extrapolation
	/// </summary>
    [Guid ("AC95901F-B46B-499d-93CB-5F8CA98BC23F"),ComVisible(true)]
	public interface IBlackVarianceSurface : Cephei.QL.Termstructures.Volatility.Equityfx.IBlackVarianceTermStructure
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Times.IDayCounter DayCounter {get;}
        /// <summary> 
		/// 
		/// </summary>
		 DateTime MaxDate {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double MaxStrike {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double MinStrike {get;}
    }   

    /// <summary> 
	/// ! This class calculates time/strike dependent Black volatilities using as input a matrix of Black volatilities observed in the market.  The calculation is performed interpolating on the variance surface.  Bilinear interpolation is used as default; this can be changed by the setInterpolation() method.  \todo check time extrapolation Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IBlackVarianceSurface_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
    }
}

